Particle filters can have an exponential cost in the dimensionality of the hidden state to be stable [1]}. Increasing the number of age groups raises the dimensionality of the hidden state and, by extension, the computational resources to implement the proposed algorithm. An alternative approach to remedy this issue would be to consider the process \(\gamma (t, a)\)  independent of the age group \(a\) . However, that approach decreases the flexibility of the model on the real data.
